+746.7%
GOOGL vs SFM
+280.6%
+466.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.7% | -1.9% |
| 7D | -1.9% | -7.2% | +5.3% | -1.2% |
| 30D | -7.5% | -14.3% | +6.9% | -6.2% |
| 3M | -9.2% | -13.7% | +4.6% | -8.1% |
| 6M | +8.1% | -6.0% | +14.1% | +8.1% |
| YTD | +5.8% | -8.2% | +14.1% | +6.0% |
| 1Y | +38.3% | -46.2% | +84.6% | +45.5% |
| 3Y | +144.8% | +83.6% | +61.2% | +122.9% |
| 5Y | +132.5% | +212.7% | -80.2% | +97.8% |
| 10Y | +746.7% | +273.0% | +473.7% | +583.5% |
| All | +746.7% | +280.6% | +466.1% | +583.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling